+300.1%
VUG vs NVT
+732.7%
-432.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.8% |
| 7D | +0.9% | +10.4% | -9.5% | -2.6% |
| 30D | -1.4% | -1.3% | -0.1% | -1.4% |
| 3M | +2.3% | -0.6% | +3.0% | +1.3% |
| 6M | +15.7% | +53.8% | -38.1% | -2.8% |
| YTD | +8.6% | +60.2% | -51.6% | -10.6% |
| 1Y | +14.1% | +76.8% | -62.7% | -10.1% |
| 3Y | +87.9% | +191.2% | -103.3% | +17.2% |
| 5Y | +76.3% | +430.9% | -354.6% | -13.5% |
| All | +300.1% | +732.7% | -432.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling